Bank of England working papers

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0602: Do we need a stable funding ratio? Banks’ funding in the global financial crisis

Antoine Lallour and Hitoshi Mio

0601: Robustness of subgame perfect implementation

Peter Eccles and Nora Wegner

0600: Liquidity determinants in the UK gilt market

Evangelos Benos and Filip Zikes

0599: Macroprudential regulation, credit spreads and the role of monetary policy

William Tayler and Roy Zilberman

0598: Peer-to-peer lending and financial innovation in the United Kingdom - Ulrich Atz and David Bholat

Ulrich Atz and David Bholat

0597: A comparative analysis of tools to limit the procyclicality of initial margin requirements

David Murphy, Michalis Vasios and Nicholas Vause

0596: The dynamic Black-Litterman approach to asset allocation

Richard Harris, Evarist Stoja and Linzhi Tan

0595: Cross-border regulatory spillovers: How much? How important? What sectors? Lessons from the United Kingdom

Robert Hills, Dennis Reinhardt, Rhiannon Sowerbutts and Tomasz Wieladek

0594: Non-performing loans: regulatory and accounting treatments of assets

David Bholat, Rosa Lastra, Sheri Markose, Andrea Miglionico and Kallol Sen

0593: What determines how banks respond to changes in capital requirements?

Saleem Bahaj, Jonathan Bridges, Frederic Malherbe and Cian O’Neill

0592: An agent-based model of dynamics in corporate bond trading

Karen Braun-Munzinger, Zijun Liu and Arthur Turrell

0591: Risk premia and seasonality in commodity futures

Constantino Hevia, Ivan Petrella and Martin Sola

0590: Pass-through of bank funding costs to lending and deposit rates: lessons from the financial crisis

Rashmi Harimohan, Michael McLeay and Garry Young

0589: Monetary policy when households have debt: new evidence on the transmission mechanism

James Cloyne, Clodomiro Ferreira Mayorga and Paolo Surico

0588: Monetary policy and volatility in the sterling money market

Matthew Osborne

0587: Tracking the slowdown in long-run GDP growth

Juan Antolin-Diaz, Thomas Drechsel and Ivan Petrella

0586: Systemic illiquidity in the interbank network

Gerardo Ferrara, Sam Langfield, Zijun Liu and Tomohiro Ota

0585: Output gaps, inflation and financial cycles in the United Kingdom

Marko Melolinna and Mate Toth

0584: Macroprudential policy under uncertainty

Saleem Bahaj and Angus Foulis

0583: A Bayesian VAR benchmark for COMPASS

Sílvia Domit, Francesca Monti and Andrej Sokol

0582: How does labour market structure affect the response of economies to shocks?

Aurelijus Dabusinskas, István Kónya and Stephen Millard

0581: Policy and macro signals as inputs to inflation expectation formation

Paul Hubert and Becky Maule

0580: Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act

Evangelos Benos, Richard Payne and Michalis Vasios

0579: What can Big Data tell us about the passthrough of big exchange rate changes?

John Lewis

0578: The varying coefficient Bayesian panel VAR model

Tomasz Wieladek

0577: Adaptive models and heavy tails

Ivan Petrella and Davide Delle Monache

0576: A global factor in variance risk premia and local bond pricing

Iryna Kaminska and Matt Roberts-Sklar

0575: Long-run priors for term structure models

Andrew Meldrum and Matt Roberts-Sklar

0574: The impact of immigration on occupational wages: evidence from Britain

Stephen Nickell and Jumana Saleheen

0573: The real effects of capital requirements and monetary policy: evidence from the United Kingdom

Filippo De Marco and Tomasz Wieladek

0572: Capital requirements, risk shifting and the mortgage market

Arzu Uluc and Tomasz Wieladek

0571: Secular drivers of the global real interest rate

Lukasz Rachel and Thomas Smith

0570: Does easing monetary policy increase financial instability?

Ambrogio Cesa-Bianchi and Alessandro Rebucci

0569: House prices and job losses

Gabor Pinter

0568: Firms’ adjustment during 2010–13: evidence from the Wage Dynamics Survey

Stephen Millard and Srdan Tatomir

0567: A new approach to multi-step forecasting using dynamic stochastic general equilibrium models

George Kapetanious, Simon Price and Konstantinos Theodoridis

0566: The Great Recession and the UK labour market

Stephen Millard

0565: Ambiguity, monetary policy and trend inflation

Riccardo M. Masolo and Francesca Monti

0564: Why are real interest rates so low? Secular stagnation and the relative price of investment goods

Gregory Thwaites

0563: Extreme risk interdependence

Arnold Polanski and Evarist Stoja

0562: International banking and liquidity risk transmission: lessons from the United Kingdom

Robert Hills, John Hooley, Yevgeniya Korniyenko and Tomasz Wieladek

0561: Threshold-based forward guidance: hedging the zero bound

Lena Boneva, Richard Harrison and Matt Waldron

0560: Mortgage debt and entrepreneurship

Philippe Bracke, Christian Hilber and Olmo Silva

0559: Stabilising house prices: the role of housing futures trading

Arzu Uluc

0558: Bankers' pay and excessive risk

John Thanassoulis and Misa Tanaka

0557: The banks that said no: banking relationships, credit supply and productivity in the United Kingdom

Jeremy Franklin, May Rostom and Gregory Thwaites

0556: A sectoral framework for analyzing money, credit and unconventional monetary policy

James Cloyne, Ryland Thomas, Alex Tuckett and Samuel Wills

0555: ‘High and dry’: the liquidity and credit of colonial and foreign government debt in the London Stock Exchange (1880–1910)

Matthieu Chavaz and Marc Flandreau

0554: Household debt and spending in the United Kingdom

Philip Bunn and May Rostom

0553: Some Unpleasant Properties of Loglinearized Solutions When the Nominal Rate is Zero

R Anton Braun, Lena Koerber and Yuichiro Waki